Dundee Precious Metals Inc (DPM.TO)
13.84
-0.32
(-2.26%)
CAD |
TSX |
Nov 01, 16:00
Dundee Precious Metals Max Drawdown (5Y): 46.57% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 46.57% |
August 31, 2024 | 46.57% |
July 31, 2024 | 46.57% |
June 30, 2024 | 46.57% |
May 31, 2024 | 46.57% |
April 30, 2024 | 46.57% |
March 31, 2024 | 46.57% |
February 29, 2024 | 46.57% |
January 31, 2024 | 46.57% |
December 31, 2023 | 46.57% |
November 30, 2023 | 46.57% |
October 31, 2023 | 46.57% |
September 30, 2023 | 46.57% |
August 31, 2023 | 47.06% |
July 31, 2023 | 47.06% |
June 30, 2023 | 56.47% |
May 31, 2023 | 56.47% |
April 30, 2023 | 56.47% |
March 31, 2023 | 56.47% |
February 28, 2023 | 56.47% |
January 31, 2023 | 56.47% |
December 31, 2022 | 57.58% |
November 30, 2022 | 63.58% |
October 31, 2022 | 64.35% |
September 30, 2022 | 69.80% |
Date | Value |
---|---|
August 31, 2022 | 72.27% |
July 31, 2022 | 74.02% |
June 30, 2022 | 74.02% |
May 31, 2022 | 74.02% |
April 30, 2022 | 76.21% |
March 31, 2022 | 77.74% |
February 28, 2022 | 77.74% |
January 31, 2022 | 77.74% |
December 31, 2021 | 77.74% |
November 30, 2021 | 77.74% |
October 31, 2021 | 77.74% |
September 30, 2021 | 81.19% |
August 31, 2021 | 81.47% |
July 31, 2021 | 81.47% |
June 30, 2021 | 81.47% |
May 31, 2021 | 81.47% |
April 30, 2021 | 81.47% |
March 31, 2021 | 81.47% |
February 28, 2021 | 81.47% |
January 31, 2021 | 81.47% |
December 31, 2020 | 85.35% |
November 30, 2020 | 91.02% |
October 31, 2020 | 91.97% |
September 30, 2020 | 91.97% |
August 31, 2020 | 91.97% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
46.57%
Minimum
Sep 2023
91.97%
Maximum
Nov 2019
70.23%
Average
76.21%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Centerra Gold Inc | 71.24% |
OceanaGold Corp | 77.77% |
B2Gold Corp | 62.63% |
Torex Gold Resources Inc | 68.46% |
Agnico Eagle Mines Ltd | 54.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 15.32 |
Beta (5Y) | 1.157 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.55% |
Historical Sharpe Ratio (5Y) | 0.6148 |
Historical Sortino (5Y) | 1.285 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.70% |